Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-02 0.340104 0.373261 0.409420 0.451992 0.501012 0.556012 0.622851
2025-03-09 0.300463 0.342985 0.392043 0.453458 0.529194 0.620763 0.741790
2025-03-16 0.278674 0.328241 0.388089 0.466955 0.570147 0.703566 0.894367
2025-03-23 0.258738 0.312583 0.380066 0.472911 0.600786 0.776347 1.046582
2025-03-30 0.241018 0.297393 0.370304 0.474411 0.624442 0.841996 1.201015
2025-04-06 0.224731 0.282251 0.358646 0.471275 0.640200 0.897581 1.351011
2025-04-13 0.205819 0.261891 0.337846 0.452557 0.629954 0.910955 1.432902
2025-04-20 0.195957 0.253002 0.332010 0.454660 0.651198 0.977210 1.623295
2025-04-27 0.186781 0.244290 0.325531 0.454824 0.668901 1.039772 1.822654
2025-05-04 0.178389 0.236038 0.318948 0.453940 0.684373 1.100431 2.034961
2025-05-11 0.171809 0.229918 0.314969 0.456615 0.705951 1.175725 2.303031
2025-05-18 0.161656 0.217910 0.301185 0.441935 0.694776 1.185004 2.416545
2025-05-25 0.151484 0.205575 0.286496 0.425167 0.679100 1.185154 2.514902
2025-06-01 0.146614 0.200953 0.283522 0.427976 0.700304 1.266520 2.864638
2025-06-08 0.144401 0.200208 0.286564 0.441364 0.743537 1.405325 3.452041
2025-06-15 0.140846 0.197150 0.285605 0.447461 0.772994 1.519300 4.030118
2025-06-22 0.136719 0.192952 0.282462 0.449218 0.793616 1.616606 4.614939
2025-06-29 0.132083 0.187699 0.277211 0.446538 0.804321 1.691005 5.165075
2025-07-06 0.125195 0.178518 0.264811 0.429299 0.780869 1.668492 5.281567
2025-07-13 0.122082 0.175326 0.262490 0.431334 0.801166 1.773215 6.082309
2025-07-20 0.118861 0.171803 0.259380 0.431537 0.817254 1.870202 6.946600
2025-07-27 0.115679 0.168200 0.255923 0.430747 0.830889 1.963726 7.905152
2025-08-03 0.113193 0.165643 0.254168 0.433252 0.852913 2.090713 9.260673